+30.6%
ORCL vs ON
+5.6%
+25.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -11.2% | -11.7% | +0.5% | -8.5% |
| 30D | -18.8% | -23.3% | +4.4% | -13.8% |
| 3M | -18.8% | -19.2% | +0.4% | -15.1% |
| 6M | -39.7% | -40.1% | +0.4% | -33.9% |
| YTD | -39.6% | +16.9% | -56.6% | -43.8% |
| 1Y | -51.7% | +29.7% | -81.5% | -56.3% |
| 3Y | +10.2% | -4.4% | +14.6% | +0.3% |
| All | +30.6% | +5.6% | +25.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling